Anic Equity¶

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Total return since start: 0.561 %¶

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Equity now: -----------------------------> 47692.96 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46298.04 Kr¶

PnL: ---------------------------------------> -590.53 Kr¶

DD now: ---------------------------------> -1.927 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 17:57:08.394108'

Anic Portfolio¶

Today¶

Return: 0.801 %¶

This Week¶

Return: 0.336 %¶

Total¶

Return: 56.134 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.020000 3146.000000 175.000000 5.890000 2971.000006
HEBA B 70 0.770000 2754.500000 118.500000 4.500000 2636.000010
SAAB B 8 0.400000 3440.000000 63.000000 1.870000 3377.000000
FM Mattsson Mora Group B 50 -1.820000 2975.000000 48.000000 1.640000 2927.000000
Corem Property Group B 59 0.390000 613.600000 36.600000 6.340000 576.999999
AcadeMedia 12 2.400000 593.280000 36.280000 6.510000 557.000004
Boozt 12 3.770000 1686.000000 32.000000 1.930000 1653.999996
Resurs Holding 22 4.270000 601.040000 27.040000 4.710000 573.999998
Samhällsbyggnadsbo. i Norden B 20 0.630000 380.600000 25.600000 7.210000 355.000000
MedCap 2 1.140000 445.000000 24.000000 5.700000 421.000000
OEM International B 7 1.830000 546.000000 18.000000 3.410000 527.999997
Eastnine 4 -0.160000 508.800000 17.800000 3.630000 491.000000
Norva24 Group 16 -2.780000 560.000000 17.000000 3.130000 543.000000
HMS Networks 2 -0.230000 684.800000 11.800000 1.750000 673.000000
Intrum 4 -0.040000 536.000000 9.000000 1.710000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.370000 567.000000 5.000000 0.890000 562.000005
Karnov Group 9 4.520000 540.900000 4.900000 0.910000 536.000004
Essity B 2 1.090000 577.400000 3.400000 0.590000 574.000000
Swedbank A 3 0.770000 567.300000 3.300000 0.590000 564.000000
Coor Service Management Hold. 8 0.980000 535.200000 3.200000 0.600000 532.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Creaspac SPAC 6 0.420000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 0.690000 544.000000 -2.000000 -0.370000 546.000000
CTEK 13 2.440000 530.010000 -3.990000 -0.750000 533.999999
Samhällsbyggnadsbo. i Norden D 12 -0.500000 240.960000 -5.040000 -2.050000 246.000000
Nordea Bank Abp 29 0.810000 3448.680000 -5.320000 -0.150000 3453.999992
Securitas B 6 0.040000 564.000000 -6.000000 -1.050000 570.000000
Sampo Oyj SDB 7 1.480000 3843.000000 -7.000000 -0.180000 3850.000000
Midsona B 63 2.180000 560.070000 -22.930000 -3.930000 582.999984
International Petroleum Corp. 5 1.760000 548.000000 -46.570000 -7.830000 594.565215
Vivesto 1368 -0.390000 556.500000 -56.500000 -9.220000 612.999432
Axfood 13 0.540000 3660.800000 -95.200000 -2.530000 3756.000001
OX2 18 1.580000 1449.000000 -215.000000 -12.920000 1663.999992
Fasadgruppen Group 35 2.150000 3486.000000 -325.000000 -8.530000 3810.999990
Ovzon 52 -0.360000 2880.800000 -481.200000 -14.310000 3361.999992
TOTAL 46298.040000 -590.530000 -1.92665% 46888.564618

Updated:¶

'2023-01-20 17:56:53.992487'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶